Ok heres exactly what i am doing, its quick so if someone can help that would be great.

1. New project, in the add new item select Data form Wiz. CLick next on welcome.
2. Create a new dataset named dsCustomers and click next.
3. Build a connection to the sql server on a different box. I am not using local SQL.
4. Choose the northwind database.
5. Click ok to create the connection and on the choose table, choose Customers.
6. Go to the Finish.
7. CHoose this page as start up and run the project.

For me, this is the part where i watch it fail.